Balance Sheet Management: Senior Vice President: C14: Mumbai

The Balance Sheet Mgmt Sr Ld Anlst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically, a small number of people within the business that provide the same level of expertise. Excellent quantitative and communication skills required in order to negotiate internally, often at a senior level. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function.

The successful candidate will:

• Possess experience building, enhancing and executing an Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy
• Drive enhancements to Citi's IRRBB framework

Business / Team Overview:

The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process

Key contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBB
• Engage country Treasurers and local businesses on optimizing IRRBB and FTP while complying with local regulatory requirements
• Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Provide day-to-day management and mentorship to relatively junior analysts
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to regulators, senior management and Interest Rate Risk Committee
• Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

Development Value:

• Gain exposure to balance sheet and interest rate risk management at a leading global bank
• The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

What knowledge, skills and experience we’ll need from you:                                                                                                

• 10+ year's experience within financial services preferably in a Bank’s Corporate Treasury function
• Experience building, enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Strong communication skills, both oral and written
• Excellent analytical and problem-solving ability
• Ability to multi-task and ability to work under pressure
• Bachelors degree, preferably Masters degree

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